Copyright © 1989 Published by Elsevier Inc.
Measures of distance between probability distributions*1
Received 6 July 1987.
Submitted by David Aldous
Available online 30 June 2004.
References and further reading may be available for this article. To view references and further reading you must purchase this article.
Abstract
In statistical estimation problems measures between probability distributions play significant roles. Hellinger coefficient, Jeffreys distance, Chernoff coefficient, directed divergence, and its symmetrization J-divergence are examples of such measures. Here these and like measures are characterized through a composition law and the sum form they possess. The functional equations f(pr, qs) + f(ps, qr) = (r + s)f(p, q) + (p + q)f(r, s) and f(pr, qs) + f(ps, qr) = f(p, q)f(r, s) are instrumental in their deduction.







E-mail Article
Add to my Quick Links

Cited By in Scopus (3)




